相关论文: Comparative Study on Reliability Estimation Using …

The linear micro-instabilities driving turbulent transport in magnetized fusion plasmas (as well as the respective nonlinear saturation mechanisms) are known to be sensitive with respect to various physical parameters characterizing the…

The analysis of screening experiments is often done in two stages, starting with factor selection via an analysis under a main effects model. The success of this first stage is influenced by three components: (1) main effect estimators'…

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…

The project managers who deal with risk management are often faced with the difficult task of determining the relative importance of the various sources of risk that affect the project. This prioritisation is crucial to direct management…

The search for feebly-interacting new-physics particles in the MeV-GeV mass range often involves high-intensity beams dumped into thick heavy targets. The challenge of evaluating the expected backgrounds for these searches from first…

This paper proposes methods to investigate whether the bubble patterns observed in individual series are common to various series. We detect the non-linear dynamics using the recent mixed causal and noncausal models. Both a likelihood ratio…

Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…

Scaling predictions and results from self-consistent field calculations for bottle-brush polymers with a rigid backbone and flexible side chains under good solvent conditions are summarized and their validity and applicability is assessed…

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoretically that neither is likely to be informative except under…

The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

The density relaxation phenomenon is modeled using both Monte Carlo and dissipative MD simulations to investigate the effects of regular taps applied to a vessel having a planar floor filled with monodisperse spheres. Results suggest the…

In mechanical design, there is often unavoidable uncertainty in estimates of design performance. Evaluation of design alternatives requires consideration of the impact of this uncertainty. Expert heuristics embody assumptions regarding the…

A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Disordered nanostructures with correlations on the scale of visible wavelengths can show angle-independent structural colors. These materials could replace dyes in some applications because the color is tunable and resists photobleaching.…

As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…